i just left the gate-check tag on the handle. it was hot pink, so i never had a problem finding my stroller.
Which is amazing, as there are hot-pink gate-check tags on literally thousands of strollers in any WDW park on any given day. I would advise against relying on gate-check tags for identification. (Not only are they all over the place, they are really easy to remove.)
There are two issues to consider: a) finding it in a crowd, and b) reclaiming it if it somehow gets lost. Your best strategy is to cover both contingencies.
For loss recovery, I ordered a set of return-address labels that only have name and cell phone number on them, and we use them all the time to identify our family's things for travel, camp, school, etc. On strollers, I put them in a couple of spots on the frame and used some clear nail-polish to waterproof them.
For find-in-a-crowd identification, I always used metallic curling gift ribbon, because it is difficult to remove without a sharp tool, and it glints in the sun. I put a big fluff of it on one handle of my stroller, so that it would fall over the hand of anyone who pushed it. My theory was that with that there, it was unlikely that anyone would take it by mistake and not notice. (I like balloons for this purpose, too, but my balloon-obsessed children would never leave them alone, and were always crying to have it pulled down so that they could hold it, tangling the ribbon in the wheels, etc. -- it got too aggravating. Also, balloons are not allowed at AK.)